+26.1%
APD vs TENB
-28.0%
+54.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -2.5% | -5.0% | +2.5% | -2.0% |
| 30D | -1.9% | -7.4% | +5.5% | -1.3% |
| 3M | +8.2% | +22.3% | -14.0% | +5.6% |
| 6M | +10.7% | +60.2% | -49.4% | +4.6% |
| YTD | +22.9% | +43.2% | -20.3% | +17.4% |
| 1Y | +5.8% | +8.2% | -2.4% | +4.6% |
| 3Y | +7.8% | -23.8% | +31.6% | +9.3% |
| 5Y | +26.1% | -26.9% | +53.0% | +25.5% |
| All | +26.1% | -28.0% | +54.1% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling